The UESP's Oblivion map can be used to locate all of these places. Most of the individual place pages include map links that center the map on that specific place. See Maps for other available maps of Cyrodiil.

Frostcrag Spire — A tower east of Bruma that serves as a home for magic-oriented characters (plugin-specific). (map)

Sancre Tor — A large fort north of Chorrol containing undead (quest-related). (map)

Sundercliff Watch — A fort far east of Bravil containing NPCs and vampires (add-on-specific). The location is added with the Unearthing Mehrunes Razor official add-on, and houses the eponymous artifact.

Sundercliff Watch is the largest dungeon in the game, containing a mixture of caves, buildings and Ayleid ruins. The location consists of 23 zones in total. The nine main zones are Sundercliff Watch, Sundercliff Village, Sundercliff Commune, Sundercliff Forge, Sundercliff Mines, Excavated Ruin, Varsa Baalim, Nefarivigum, and Forgotten Tunnels. Three smaller zones, Cava Arpenia, Cava Beldameld and Cava Marspanga link different areas of Varsa Baalim together, and in addition, there are multiple houses, side rooms and tents. (map)